Related papers: Schl\"omilch integrals and probability distributio…
Assessing homogeneity of distributions is an old problem that has received considerable attention, especially in the nonparametric Bayesian literature. To this effect, we propose the semi-hierarchical Dirichlet process, a novel hierarchical…
We review some probabilistic properties of the sum-of-digits function of random integers. New asymptotic approximations to the total variation distance and its refinements are also derived. Four different approaches are used: a classical…
In this paper we study the convergence of multiple Dirichlet L-series. In particular we give an integral representation of the series in the region of convergence by using Abel's summation formula. A certain generalized result is also…
Fractional calculus allows one to generalize the linear, one-dimensional, diffusion equation by replacing either the first time derivative or the second space derivative by a derivative of fractional order. The fundamental solutions of…
When modeling the distribution of a set of data by a mixture of Gaussians, there are two possibilities: i) the classical one is using a set of parameters which are the proportions, the means and the variances; ii) the second is to consider…
The use of continuous probability distributions has been widespread in problems with purely discrete nature. In general, such distributions are not appropriate in this scenario. In this paper, we introduce a class of discrete and asymmetric…
In this article, we study a model of random permutations, which we call random standardized permutations, based on a sequence of i.i.d. random variables. This model generalizes others, such as the riffle-shuffle and the major-index-biased…
In this article we study the value distribution theory for the first derivative of the logarithmic derivative of Dirichlet $L$-functions, generalizing certain results of Ihara, Matsumoto et. al. related to ``$M$-functions" for $\sigma = $…
We study the problem of quantization of discrete probability distributions, arising in universal coding, as well as other applications. We show, that in many situations this problem can be reduced to the covering problem for the unit…
This paper concerns a probability distribution on the symmetric group generalizing the riffle shuffle of Bayer, Diaconis, and others. There are close connections with the theory of quasisymmetric and symmetric functions.
We present new mixture representations for the generalized Linnik distribution in terms of normal, Laplace, exponential and stable laws and establish the relationship between the mixing distributions in these representations. Based on these…
The Dirichlet prior is widely used in estimating discrete distributions and functionals of discrete distributions. In terms of Shannon entropy estimation, one approach is to plug-in the Dirichlet prior smoothed distribution into the entropy…
Dirichlet distributions are commonly used for modeling vectors in a probability simplex. When used as a prior or a proposal distribution, it is natural to set the mean of a Dirichlet to be equal to the location where one wants the…
In his 1986 book, Aitchison explains that compositional data is regularly mishandled in statistical analyses, a pattern that continues to this day. The Dirichlet Type I distribution is a multivariate distribution commonly used to model a…
This article derives several properties of the Riesz distributions, such as their corresponding Bartlett decompositions, the inverse Riesz distributions and the distribution of the generalised variance for real normed division algebras. In…
This paper introduces a new approach to the study of rates of convergence for posterior distributions. It is a natural extension of a recent approach to the study of Bayesian consistency. In particular, we improve on current rates of…
We discuss possible discretizations of complex analysis and some of their applications to probability and mathematical physics, following our recent work with Dmitry Chelkak, Hugo Duminil-Copin and Cl\'ement Hongler.
We introduce an intrinsic notion of Hoelder-Zygmund regularity for Colombeau generalized functions. In case of embedded distributions belonging to some Zygmund-Hoelder space this is shown to be consistent. The definition is motivated by the…
Recently, the second author studied an Eulerian statistic (called cover) in the context of convex polytopes, and proved an equal joint distribution of (cover,des) with (des,exc). In this paper, we present several direct bijective proofs…
We present a solution of the problem of multiplication of Schwartz distributions by embedding the space of distributions into a differential algebra of generalized functions, called in the paper ``asymptotic function'', similar to but…